Keep in mind that it’s not 100% compositing. It’s 30/30/30. 30% shooting your footage with the action necessary for a gunshot scenario, 30% editing to cover your composite and then 30% compositing. If you did everything right, your audience won’t question that this is a special effect but show concern for the dead actor.
I know I’m still mourning Agent Curtis Manning who lost his life on “24” last night.